Better to give than to receive: Predictive directional measurement of volatility spillovers
| Year of publication: |
2012
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|---|---|
| Authors: | Diebold, Francis X. ; Yilmaz, Kamil |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 28.2012, 1, p. 57-67
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